Study of relative performance of portfolio insurance strategies : option based portfolio insurance versus constant proportion portfolio insurance

By:

Ismeet Kaur

Material type: Text

TextPublication details: Ludhiana PAU 2012Edition: Department of Business ManagementDescription: 29cm, ; 38Subject(s):

DDC classification:

T 368 I-8S

Summary: In this study, performances of the two standard portfolio insurance methods: the option based portfolio insurance (OBPI) and the constant proportion portfolio insurance (CPPI) are compared. The study was carried out by using S & P CNX Nifty. Initial inves

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Item type	Current library	Call number	Status	Date due	Barcode
Theses/ Dissertation	Mohinder Singh Randhawa Library	T 368 I-8S (Browse shelf(Opens below))	Not for loan		251198

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In this study, performances of the two standard portfolio insurance methods: the option based portfolio insurance (OBPI) and the constant proportion portfolio insurance (CPPI) are compared. The study was carried out by using S & P CNX Nifty. Initial inves

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